Normalize amount

[globophobe]

Bitmex BTC-USD trade amount is dollar amount. However, Coinbase BTC-USD is notional amount. It would increase the size of the message payload, but it seems useful to send volume and notional in the websocket message.

[bmoscon]

So we'd need to calculate this as appropriate and provide this additional data? Where do you envision it being provided? In the trade data?

[globophobe]

Aplogogizes, I reconsidered, this doesn't belong in core.

I subclassed the exchange feeds to get the data the way I want, before callbacks.